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Sunday, November 6, 2011

Greetings. I am actually primarily a .NET developer, but I follow thisgroup because of the good discussions.

I was wondering you have any recommendations for software orframeworks that help statistically understand options, for exampleboth historical and real time pricing. I was hoping there could betools that help run statistical analysis, chart, and graph attributesof options.

An example of historical analysis would be I'd like to be able to dothings like look at time decays across different expiration date forthe same or different underlying stocks to see the optimum period tobuy or sell and option if I am going to roll them over.

An example of real time analysis would be to be able to write aformula to compare strike prices and expiration date to find the "bestdeal".

Additionally, do you know a source of historical or current optiondata? Does anyone know if Interactive Brokers provides this?